+11.7%
DASH vs GAP
+27.9%
-16.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.8% |
| 7D | -10.6% | -4.5% | -6.1% | -9.5% |
| 30D | +2.2% | +9.0% | -6.9% | -0.6% |
| 3M | +32.3% | +5.0% | +27.3% | +30.0% |
| 6M | +19.1% | -17.8% | +36.9% | +23.5% |
| YTD | -6.5% | -10.4% | +3.9% | -5.5% |
| 1Y | -14.9% | -3.4% | -11.5% | -16.2% |
| 3Y | +151.9% | +111.5% | +40.5% | +71.4% |
| 5Y | +9.4% | +8.8% | +0.6% | -18.9% |
| All | +11.7% | +27.9% | -16.1% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling